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Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Specifically, we…

Statistics Theory · Mathematics 2015-09-15 Miles E. Lopes , Laurent J. Jacob , Martin J. Wainwright

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

In this paper we propose a general methodology, based on multiple testing, for testing that the mean of a Gaussian vector in R^n belongs to a convex set. We show that the test achieves its nominal level, and characterize a class of vectors…

Statistics Theory · Mathematics 2007-06-13 Yannick Baraud , Sylvie Huet , Beatrice Laurent

This paper focuses on the prominent sphericity test when the dimension $p$ is much lager than sample size $n$. The classical likelihood ratio test(LRT) is no longer applicable when $p\gg n$. Therefore a Quasi-LRT is proposed and asymptotic…

Methodology · Statistics 2016-03-04 Zeng Li , Jianfeng Yao

In this paper, we propose a novel feature weighting method to address the limitation of existing feature processing methods for tabular data. Typically the existing methods assume equal importance across all samples and features in one…

Machine Learning · Computer Science 2024-05-20 Xinhao Zhang , Zaitian Wang , Lu Jiang , Wanfu Gao , Pengfei Wang , Kunpeng Liu

In this article, we consider the complete independence test of high-dimensional data. Based on Chatterjee coefficient, we pioneer the development of quadratic test and extreme value test which possess good testing performance for…

Statistics Theory · Mathematics 2024-09-17 Liqi Xia , Ruiyuan Cao , Jiang Du , Jun Dai

Test-time training (TTT) methods explicitly update the weights of a model to adapt to the specific test instance, and they have found success in a variety of settings, including most recently language modeling and reasoning. To demystify…

Machine Learning · Computer Science 2026-02-24 Halil Alperen Gozeten , M. Emrullah Ildiz , Xuechen Zhang , Mahdi Soltanolkotabi , Marco Mondelli , Samet Oymak

A function-on-function regression model with quadratic and interaction effects of the covariates provides a more flexible model. Despite several attempts to estimate the model's parameters, almost all existing estimation strategies are…

Methodology · Statistics 2024-10-25 Ufuk Beyaztas , Han Lin Shang , Abhijit Mandal

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Weighted logrank tests are a popular tool for analyzing right censored survival data from two independent samples. Each of these tests is optimal against a certain hazard alternative, for example the classical logrank test for proportional…

Statistics Theory · Mathematics 2018-07-17 Marc Ditzhaus , Sarah Friedrich

For nonparametric inference about a function, multiscale testing procedures resolve the need for bandwidth selection and achieve asymptotically optimal detection performance against a broad range of alternatives. However, critical values…

Statistics Theory · Mathematics 2025-06-06 Johann Köhne , Fabian Mies

Let ${\mathcal P}$ be a family of probability measures on a measurable space $(S,{\mathcal A}).$ Given a Banach space $E,$ a functional $f:E\mapsto {\mathbb R}$ and a mapping $\theta: {\mathcal P}\mapsto E,$ our goal is to estimate…

Statistics Theory · Mathematics 2023-10-26 Vladimir Koltchinskii , Minghao Li

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

Statistics Theory · Mathematics 2022-11-03 Sherzod M Mirakhmedov

We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the…

Methodology · Statistics 2021-11-01 Xinran Li , Bo Jiang , Jun S. Liu

We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical…

Statistics Theory · Mathematics 2014-10-24 Šárka Hudecová , Marie Hušková , Simos G. Meintanis

In this paper, we propose an easy-to-implement residual-based specification testing procedure for detecting structural changes in factor models, which is powerful against both smooth and abrupt structural changes with unknown break dates.…

Econometrics · Economics 2025-01-22 Bin Peng , Liangjun Su , Yayi Yan

The operator product expansion (OPE), truncated in dimension, is employed in many contexts. An example is the extraction of the strong coupling, $\alpha_s$, from hadronic $\tau$-decay data, using a variety of analysis methods based on…

High Energy Physics - Phenomenology · Physics 2019-10-16 Diogo Boito , Maarten Golterman , Kim Maltman , Santiago Peris

Matrix factorization is a widely used approach for top-N recommendation and collaborative filtering. When implemented on implicit feedback data (such as clicks), a common heuristic is to upweight the observed interactions. This strategy has…

Information Retrieval · Computer Science 2025-10-14 Alex Ayoub , Samuel Robertson , Dawen Liang , Harald Steck , Nathan Kallus

The main purpose of this paper is to provide an asymptotically optimal test. The proposed statistic is of Neyman-Pearson-type when the parameters are estimated with a particular kind of estimators. It is shown that the proposed estimators…

Applications · Statistics 2011-10-04 Tewfik Lounis
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